+55.3%
O vs MUB
+17.4%
+37.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.5% |
| 7D | -2.3% | -0.7% | -1.6% | -0.9% |
| 30D | -2.4% | -2.0% | -0.5% | +1.5% |
| 3M | -0.6% | -2.5% | +1.9% | +4.6% |
| 6M | -5.0% | -2.3% | -2.7% | -0.5% |
| YTD | +10.4% | -1.3% | +11.7% | +13.2% |
| 1Y | +6.6% | +1.1% | +5.4% | +4.1% |
| 3Y | +28.4% | +8.2% | +20.2% | +9.6% |
| 5Y | +15.3% | +1.5% | +13.8% | +13.0% |
| 10Y | +55.3% | +17.6% | +37.7% | +32.5% |
| All | +55.3% | +17.4% | +37.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling